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This is mainly just a few questions that I would like to know before I install Mocha CFW (My console is also EU btw)

1. What are the chances of the installation process bricking my wii u? What would be the cause and how would I prevent this?
2. Once Mocha is installed do i need to run some sort of special CFW loader everytime I boot the system?
3. If question 2 is yes is there some sort of auto CFW loading system that automatically loads CFW everytime I boot the system?
4. If question 2 is yes if I install DLC (let's say Mk8) then run mk8 without loading CFW what would happen?
5. Any risks of getting banned when playing online with DLC?

1. yes
Mocha is a homebrew you launch from SD. no online involved.
the only "online" you need is the way you load the homebrew launcher.
either you use a browser exploit (requires internet), either you install CBHC or haxchi which is the offline version of the browser exploit.

2. depends if you follow the guide or not.
haxchi, should be 0 chance of bricking. it replaces a NDS game's executable with a homebrew (haxchi is a firmware patcher and homebrew forwarder). Haxchi is launched manually, when you want it.
On the other side, CBHC (haxchi launch automatically at console boot) can brick if you do things you shouldn't, like format the console.

3.
to run games without custom firmware, you need games which don't originate from eShop (game disc for example), or games you bought officially from eShop.
so, virtual console games without CFW is not very common unless you bought them officially, or you use loadiine to play them instead of installing the game on the console/hdd.
Loadiine is an old loading method, using a homebrew game launcher from SD card instead of installing the game officially on the console/HDD.

of course, officially bought games will continue to work fine, even when using CFW.
If you install haxchi instead of CBHC, you can enable CFW only when you need it. as it's not an issue, a lot of people just install CBHC and stay in CFW all the time.